+2,202.2%
SOXL vs SWKS
+49.5%
+2,152.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -5.9% |
| 7D | +60.3% | +10.9% | +49.5% | +33.7% |
| 30D | -48.6% | +17.6% | -66.2% | -60.3% |
| 3M | -53.9% | +29.2% | -83.1% | -74.0% |
| 6M | -62.0% | +37.0% | -98.9% | -79.0% |
| YTD | +56.0% | +44.9% | +11.1% | -31.9% |
| 1Y | +50.0% | +33.8% | +16.2% | -21.8% |
| 3Y | +223.8% | +10.2% | +213.6% | +188.9% |
| 5Y | +6.7% | -37.0% | +43.7% | +418.3% |
| All | +2,202.2% | +49.5% | +2,152.7% | +5,627.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling